+929.4%
BE vs CEG
+583.3%
+346.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.3% | -0.9% | +0.8% |
| 7D | -14.7% | -4.7% | -10.0% | -11.9% |
| 30D | -40.5% | -16.6% | -24.0% | -33.2% |
| 3M | -24.3% | -4.1% | -20.2% | -21.7% |
| 6M | -39.3% | -22.3% | -17.0% | -28.7% |
| YTD | +99.4% | -28.9% | +128.3% | +140.0% |
| 1Y | +26.6% | -28.5% | +55.0% | +54.7% |
| 3Y | +1,616.9% | +104.3% | +1,512.7% | +940.4% |
| All | +929.4% | +583.3% | +346.0% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling